Filewatcher File Search File Search
Catalog
Content Search
» » » »

quantlib_1.0.1.orig.tar.gz

Homepage:-
Package version:-
Architecture:-
Distribution:Debian
Filename:quantlib_1.0.1.orig.tar.gz

/QuantLib-1.0.1/Docs/README.txt

The documentation is automatically extracted from the source code using
Doxygen (http://www.doxygen.org). The suggested version is the latest one;
versions as back as 1.2.14 should still work.

The basic requirement to produce html documentation are:
1) Doxygen
2) Graphviz (http://www.research.att.com/sw/tools/graphviz/)
3) Aladdin Ghostscript (http://www.ghostscript.com/)

If you want to produce
more»

/QuantLib-1.0.1/Examples/BermudanSwaption/ReadMe.txt

This example prices a few bermudan swaptions using different short-rate
models calibrated to market swaptions.

/QuantLib-1.0.1/Examples/Bonds/ReadMe.txt

This example shows how to set up a term structure and then price some
simple bonds. The last part is dedicated to peripherical computations
such as "Yield to Price" or "Price to Yield"

/QuantLib-1.0.1/Examples/CDS/ReadMe.txt

This example bootstraps a default-probability curve over a number of
CDS and reprices them.

/QuantLib-1.0.1/Examples/CallableBonds/ReadMe.txt

This examples prices a number of callable bonds and compares the
results to known good data.

/QuantLib-1.0.1/Examples/ConvertibleBonds/ReadMe.txt

This example evaluates convertible bond values

/QuantLib-1.0.1/Examples/DiscreteHedging/ReadMe.txt

This is an example on using QuantLib Montecarlo framework.

It computes profit and loss of a discre
more»

/QuantLib-1.0.1/Examples/EquityOption/ReadMe.txt

Calculates equity option values with a number of methods

Browse inside quantlib_1.0.1.orig.tar.gz

         [DIR]QuantLib-1.0.1/ (33)  5 mirrors

Download quantlib_1.0.1.orig.tar.gz

Results 1 - 1 of 1
Help - FTP Sites List - Software Dir.
Search over 15 billion files
© 1997-2016 FileWatcher.com